CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0863 |
-0.0009 |
-0.1% |
1.0860 |
| High |
1.0871 |
1.0864 |
-0.0007 |
-0.1% |
1.0885 |
| Low |
1.0867 |
1.0801 |
-0.0066 |
-0.6% |
1.0831 |
| Close |
1.0867 |
1.0801 |
-0.0066 |
-0.6% |
1.0880 |
| Range |
0.0004 |
0.0063 |
0.0059 |
1,475.0% |
0.0054 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
3.1% |
0.0000 |
| Volume |
4 |
40 |
36 |
900.0% |
263 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0969 |
1.0836 |
|
| R3 |
1.0948 |
1.0906 |
1.0818 |
|
| R2 |
1.0885 |
1.0885 |
1.0813 |
|
| R1 |
1.0843 |
1.0843 |
1.0807 |
1.0833 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0817 |
| S1 |
1.0780 |
1.0780 |
1.0795 |
1.0770 |
| S2 |
1.0759 |
1.0759 |
1.0789 |
|
| S3 |
1.0696 |
1.0717 |
1.0784 |
|
| S4 |
1.0633 |
1.0654 |
1.0766 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.1007 |
1.0909 |
|
| R3 |
1.0973 |
1.0953 |
1.0894 |
|
| R2 |
1.0919 |
1.0919 |
1.0889 |
|
| R1 |
1.0899 |
1.0899 |
1.0884 |
1.0909 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0870 |
| S1 |
1.0845 |
1.0845 |
1.0875 |
1.0855 |
| S2 |
1.0811 |
1.0811 |
1.0870 |
|
| S3 |
1.0757 |
1.0791 |
1.0865 |
|
| S4 |
1.0703 |
1.0737 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0885 |
1.0801 |
0.0084 |
0.8% |
0.0029 |
0.3% |
0% |
False |
True |
37 |
| 10 |
1.0998 |
1.0801 |
0.0197 |
1.8% |
0.0045 |
0.4% |
0% |
False |
True |
47 |
| 20 |
1.1006 |
1.0801 |
0.0205 |
1.9% |
0.0034 |
0.3% |
0% |
False |
True |
49 |
| 40 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0037 |
0.3% |
0% |
False |
True |
62 |
| 60 |
1.1252 |
1.0801 |
0.0451 |
4.2% |
0.0036 |
0.3% |
0% |
False |
True |
72 |
| 80 |
1.1252 |
1.0697 |
0.0555 |
5.1% |
0.0036 |
0.3% |
19% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.1029 |
|
1.618 |
1.0966 |
|
1.000 |
1.0927 |
|
0.618 |
1.0903 |
|
HIGH |
1.0864 |
|
0.618 |
1.0840 |
|
0.500 |
1.0833 |
|
0.382 |
1.0825 |
|
LOW |
1.0801 |
|
0.618 |
1.0762 |
|
1.000 |
1.0738 |
|
1.618 |
1.0699 |
|
2.618 |
1.0636 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0841 |
| PP |
1.0822 |
1.0828 |
| S1 |
1.0812 |
1.0814 |
|